PROGRAM SAMPLE C ODRPACK ARGUMENT DEFINITIONS C ==> FCN NAME OF THE USER SUPPLIED FUNCTION SUBROUTINE C ==> N NUMBER OF OBSERVATIONS C ==> M COLUMNS OF DATA IN THE EXPLANATORY VARIABLE C ==> NP NUMBER OF PARAMETERS C ==> NQ NUMBER OF RESPONSES PER OBSERVATION C <==> BETA FUNCTION PARAMETERS C ==> Y RESPONSE VARIABLE C ==> LDY LEADING DIMENSION OF ARRAY Y C ==> X EXPLANATORY VARIABLE C ==> LDX LEADING DIMENSION OF ARRAY X C ==> WE "EPSILON" WEIGHTS C ==> LDWE LEADING DIMENSION OF ARRAY WE C ==> LD2WE SECOND DIMENSION OF ARRAY WE C ==> WD "DELTA" WEIGHTS C ==> LDWD LEADING DIMENSION OF ARRAY WD C ==> LD2WD SECOND DIMENSION OF ARRAY WD C ==> IFIXB INDICATORS FOR "FIXING" PARAMETERS (BETA) C ==> IFIXX INDICATORS FOR "FIXING" EXPLANATORY VARIABLE (X) C ==> LDIFX LEADING DIMENSION OF ARRAY IFIXX C ==> JOB TASK TO BE PERFORMED C ==> NDIGIT GOOD DIGITS IN SUBROUTINE FCN RESULTS C ==> TAUFAC TRUST REGION INITIALIZATION FACTOR C ==> SSTOL SUM OF SQUARES CONVERGENCE CRITERION C ==> PARTOL PARAMETER CONVERGENCE CRITERION C ==> MAXIT MAXIMUM NUMBER OF ITERATIONS C ==> IPRINT PRINT CONTROL C ==> LUNERR LOGICAL UNIT FOR ERROR REPORTS C ==> LUNRPT LOGICAL UNIT FOR COMPUTATION REPORTS C ==> STPB STEP SIZES FOR FINITE DIFFERENCE DERIVATIVES WRT BETA C ==> STPD STEP SIZES FOR FINITE DIFFERENCE DERIVATIVES WRT DELTA C ==> LDSTPD LEADING DIMENSION OF ARRAY STPD C ==> SCLB SCALE VALUES FOR PARAMETERS BETA C ==> SCLD SCALE VALUES FOR ERRORS DELTA IN EXPLANATORY VARIABLE C ==> LDSCLD LEADING DIMENSION OF ARRAY SCLD C <==> WORK DOUBLE PRECISION WORK VECTOR C ==> LWORK DIMENSION OF VECTOR WORK C <== IWORK INTEGER WORK VECTOR C ==> LIWORK DIMENSION OF VECTOR IWORK C <== INFO STOPPING CONDITION C PARAMETERS SPECIFYING MAXIMUM PROBLEM SIZES HANDLED BY THIS DRIVER C MAXN MAXIMUM NUMBER OF OBSERVATIONS C MAXM MAXIMUM NUMBER OF COLUMNS IN EXPLANATORY VARIABLE C MAXNP MAXIMUM NUMBER OF FUNCTION PARAMETERS C MAXNQ MAXIMUM NUMBER OF RESPONSES PER OBSERVATION C PARAMETER DECLARATIONS AND SPECIFICATIONS INTEGER LDIFX,LDSCLD,LDSTPD,LDWD,LDWE,LDX,LDY,LD2WD,LD2WE, + LIWORK,LWORK,MAXM,MAXN,MAXNP,MAXNQ PARAMETER (MAXM=5,MAXN=100,MAXNP=25,MAXNQ=5, + LDY=MAXN,LDX=MAXN, + LDWE=MAXN,LD2WE=MAXNQ,LDWD=MAXN,LD2WD=1, + LDIFX=MAXN,LDSCLD=1,LDSTPD=1, + LWORK=18 + 11*MAXNP + MAXNP**2 + MAXM + MAXM**2 + + 4*MAXN*MAXNQ + 6*MAXN*MAXM + 2*MAXN*MAXNQ*MAXNP + + 2*MAXN*MAXNQ*MAXM + MAXNQ**2 + + 5*MAXNQ + MAXNQ*(MAXNP+MAXM) + LDWE*LD2WE*MAXNQ, + LIWORK=20+MAXNP+MAXNQ*(MAXNP+MAXM)) C VARIABLE DECLARATIONS INTEGER I,INFO,IPRINT,J,JOB,L,LUNERR,LUNRPT,M,MAXIT,N, + NDIGIT,NP,NQ INTEGER IFIXB(MAXNP),IFIXX(LDIFX,MAXM),IWORK(LIWORK) DOUBLE PRECISION PARTOL,SSTOL,TAUFAC DOUBLE PRECISION BETA(MAXNP),SCLB(MAXNP),SCLD(LDSCLD,MAXM), + STPB(MAXNP),STPD(LDSTPD,MAXM), + WD(LDWD,LD2WD,MAXM),WE(LDWE,LD2WE,MAXNQ), + WORK(LWORK),X(LDX,MAXM),Y(LDY,MAXNQ) EXTERNAL FCN C SPECIFY DEFAULT VALUES FOR DODRC ARGUMENTS WE(1,1,1) = -1.0D0 WD(1,1,1) = -1.0D0 IFIXB(1) = -1 IFIXX(1,1) = -1 JOB = -1 NDIGIT = -1 TAUFAC = -1.0D0 SSTOL = -1.0D0 PARTOL = -1.0D0 MAXIT = -1 IPRINT = -1 LUNERR = -1 LUNRPT = -1 STPB(1) = -1.0D0 STPD(1,1) = -1.0D0 SCLB(1) = -1.0D0 SCLD(1,1) = -1.0D0 C SET UP ODRPACK REPORT FILES LUNERR = 9 LUNRPT = 9 OPEN (UNIT=9,FILE='REPORT3') C READ PROBLEM DATA OPEN (UNIT=5,FILE='DATA3') READ (5,FMT=*) N,M,NP,NQ READ (5,FMT=*) (BETA(I),I=1,NP) DO 10 I=1,N READ (5,FMT=*) (X(I,J),J=1,M),(Y(I,L),L=1,NQ) 10 CONTINUE C SPECIFY TASK AS EXPLICIT ORTHOGONAL DISTANCE REGRESSION C WITH CENTRAL DIFFERENCE DERIVATIVES C COVARIANCE MATRIX CONSTRUCTED WITH RECOMPUTED DERIVATIVES C DELTA INITIALIZED BY USER C NOT A RESTART C AND INDICATE LONG INITIAL REPORT C NO ITERATION REPORTS C LONG FINAL REPORT JOB = 01010 IPRINT = 2002 C INITIALIZE DELTA, AND SPECIFY FIRST DECADE OF FREQUENCIES AS FIXED DO 20 I=1,N IF (X(I,1).LT.100.0D0) THEN WORK(I) = 0.0D0 IFIXX(I,1) = 0 ELSE IF (X(I,1).LE.150.0D0) THEN WORK(I) = 0.0D0 IFIXX(I,1) = 1 ELSE IF (X(I,1).LE.1000.0D0) THEN WORK(I) = 25.0D0 IFIXX(I,1) = 1 ELSE IF (X(I,1).LE.10000.0D0) THEN WORK(I) = 560.0D0 IFIXX(I,1) = 1 ELSE IF (X(I,1).LE.100000.0D0) THEN WORK(I) = 9500.0D0 IFIXX(I,1) = 1 ELSE WORK(I) = 144000.0D0 IFIXX(I,1) = 1 END IF 20 CONTINUE C SET WEIGHTS DO 30 I=1,N IF (X(I,1).EQ.100.0D0 .OR. X(I,1).EQ.150.0D0) THEN WE(I,1,1) = 0.0D0 WE(I,1,2) = 0.0D0 WE(I,2,1) = 0.0D0 WE(I,2,2) = 0.0D0 ELSE WE(I,1,1) = 559.6D0 WE(I,1,2) = -1634.0D0 WE(I,2,1) = -1634.0D0 WE(I,2,2) = 8397.0D0 END IF WD(I,1,1) = (1.0D-4)/(X(I,1)**2) 30 CONTINUE C COMPUTE SOLUTION CALL DODRC(FCN, + N,M,NP,NQ, + BETA, + Y,LDY,X,LDX, + WE,LDWE,LD2WE,WD,LDWD,LD2WD, + IFIXB,IFIXX,LDIFX, + JOB,NDIGIT,TAUFAC, + SSTOL,PARTOL,MAXIT, + IPRINT,LUNERR,LUNRPT, + STPB,STPD,LDSTPD, + SCLB,SCLD,LDSCLD, + WORK,LWORK,IWORK,LIWORK, + INFO) END SUBROUTINE FCN(N,M,NP,NQ, + LDN,LDM,LDNP, + BETA,XPLUSD, + IFIXB,IFIXX,LDIFX, + IDEVAL,F,FJACB,FJACD, + ISTOP) C SUBROUTINE ARGUMENTS C ==> N NUMBER OF OBSERVATIONS C ==> M NUMBER OF COLUMNS IN EXPLANATORY VARIABLE C ==> NP NUMBER OF PARAMETERS C ==> NQ NUMBER OF RESPONSES PER OBSERVATION C ==> LDN LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING N C ==> LDM LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING M C ==> LDNP LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING NP C ==> BETA CURRENT VALUES OF PARAMETERS C ==> XPLUSD CURRENT VALUE OF EXPLANATORY VARIABLE, I.E., X + DELTA C ==> IFIXB INDICATORS FOR "FIXING" PARAMETERS (BETA) C ==> IFIXX INDICATORS FOR "FIXING" EXPLANATORY VARIABLE (X) C ==> LDIFX LEADING DIMENSION OF ARRAY IFIXX C ==> IDEVAL INDICATOR FOR SELECTING COMPUTATION TO BE PERFORMED C <== F PREDICTED FUNCTION VALUES C <== FJACB JACOBIAN WITH RESPECT TO BETA C <== FJACD JACOBIAN WITH RESPECT TO ERRORS DELTA C <== ISTOP STOPPING CONDITION, WHERE C 0 MEANS CURRENT BETA AND X+DELTA WERE C ACCEPTABLE AND VALUES WERE COMPUTED SUCCESSFULLY C 1 MEANS CURRENT BETA AND X+DELTA ARE C NOT ACCEPTABLE; ODRPACK SHOULD SELECT VALUES C CLOSER TO MOST RECENTLY USED VALUES IF POSSIBLE C -1 MEANS CURRENT BETA AND X+DELTA ARE C NOT ACCEPTABLE; ODRPACK SHOULD STOP C INPUT ARGUMENTS, NOT TO BE CHANGED BY THIS ROUTINE: INTEGER I,IDEVAL,ISTOP,LDIFX,LDM,LDN,LDNP,M,N,NP,NQ DOUBLE PRECISION BETA(NP),XPLUSD(LDN,M) INTEGER IFIXB(NP),IFIXX(LDIFX,M) C OUTPUT ARGUMENTS: DOUBLE PRECISION F(LDN,NQ),FJACB(LDN,LDNP,NQ),FJACD(LDN,LDM,NQ) C LOCAL VARIABLES DOUBLE PRECISION FREQ,PI,OMEGA,CTHETA,STHETA,THETA,PHI,R INTRINSIC ATAN2,EXP,SQRT C CHECK FOR UNACCEPTABLE VALUES FOR THIS PROBLEM DO 10 I=1,N IF (XPLUSD(I,1).LT.0.0D0) THEN ISTOP = 1 RETURN END IF 10 CONTINUE ISTOP = 0 PI = 3.141592653589793238462643383279D0 THETA = PI*BETA(4)*0.5D0 CTHETA = COS(THETA) STHETA = SIN(THETA) C COMPUTE PREDICTED VALUES IF (MOD(IDEVAL,10).GE.1) THEN DO 100 I = 1,N FREQ = XPLUSD(I,1) OMEGA = (2.0D0*PI*FREQ*EXP(-BETA(3)))**BETA(4) PHI = ATAN2((OMEGA*STHETA),(1+OMEGA*CTHETA)) R = (BETA(1)-BETA(2)) * + SQRT((1+OMEGA*CTHETA)**2+ + (OMEGA*STHETA)**2)**(-BETA(5)) F(I,1) = BETA(2) + R*COS(BETA(5)*PHI) F(I,2) = R*SIN(BETA(5)*PHI) 100 CONTINUE END IF RETURN END